+569.6%
MA vs MPC
+1,145.2%
-575.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | -0.7% |
| 7D | -1.8% | +2.6% | -4.4% | -2.5% |
| 30D | +11.0% | -12.2% | +23.2% | +14.6% |
| 3M | +17.9% | +20.1% | -2.2% | +10.8% |
| 6M | +33.2% | +60.6% | -27.4% | +14.3% |
| YTD | +16.5% | +150.6% | -134.1% | -13.6% |
| 1Y | +19.1% | +104.7% | -85.6% | -6.2% |
| 3Y | +70.6% | +194.5% | -123.9% | +15.8% |
| 5Y | +92.1% | +582.3% | -490.2% | -4.9% |
| 10Y | +569.6% | +1,135.3% | -565.7% | +146.0% |
| All | +569.6% | +1,145.2% | -575.6% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling